下表是JIM fund十月份的业效表。附带也给出了TSX total return指数的回报率：
|
|
1 month |
3 months |
6 months |
1 year avg |
3 year avg |
5 year avg |
7 year avg |
10 year avg |
15 year avg |
YTD |
3 year risk |
3 Year sharp |
5 year risk |
5 Year sharp |
10 year risk |
10 Year sharp |
Evaluation Factor |
|
JIM’a Fund |
-4.71% |
-4.18% |
-0.89% |
0.88% |
5.967% |
6.65% |
5.66% |
7.02% |
|
-0.30% |
6.12% |
0.97 |
5.95% |
1.12 |
8.45% |
0.83 |
1.00 |
|
Global Equity Balance Index |
-4.82% |
-5.24% |
NA |
-2.40% |
4.020% |
5.55% |
NA |
7.09% |
5.14% |
-2.83% |
5.89% |
0.68 |
6.52% |
0.85 |
8.57% |
0.83 |
0.81 |
|
TSX TR |
-6.27% |
-7.87% |
-2.28% |
-3.41% |
6.668% |
5.44% |
6.08% |
7.56% |
4.67% |
-5.00% |
7.41% |
0.90 |
|
|
|
|
|
表中评估因子为3，5，10年sharp ratio加权和，其中5年，10年，3年加权系数分别为50%，30%，20%。NA指无数值。
自数据统计以来，EF连续8个月beat指数。
